-99.1%
IMA vs VT
+79.6%
-178.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -15.5% | +2.4% | -17.8% | -17.7% |
| 30D | -16.4% | -1.5% | -14.9% | -15.4% |
| 3M | -40.9% | -4.1% | -36.8% | -38.4% |
| 6M | -39.9% | +0.6% | -40.4% | -40.6% |
| YTD | -49.7% | +11.0% | -60.7% | -55.7% |
| 1Y | -58.3% | +13.3% | -71.7% | -64.2% |
| 3Y | -80.5% | +73.4% | -153.9% | -90.7% |
| 5Y | -98.3% | +57.4% | -155.7% | -99.0% |
| All | -99.1% | +79.6% | -178.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling